+80.8%
RYAN vs VT
+61.4%
+19.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.1% | +5.6% | +3.6% |
| 7D | +11.5% | -4.2% | +15.7% | +13.8% |
| 30D | +26.0% | -5.8% | +31.8% | +29.7% |
| 3M | +7.5% | -5.2% | +12.8% | +10.3% |
| 6M | +59.1% | +0.1% | +59.0% | +57.1% |
| YTD | -5.5% | +8.2% | -13.8% | -11.7% |
| 1Y | -11.8% | +10.1% | -21.9% | -18.6% |
| 3Y | +12.2% | +69.7% | -57.4% | -25.3% |
| 5Y | +33.4% | +53.4% | -20.0% | -1.0% |
| All | +80.8% | +61.4% | +19.4% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling